Search Results - subject:"Probability"

Taming data-driven probability distributions

Baruník, Jozef; Hanus, Luboš - In: Journal of forecasting 44 (2025) 2, pp. 676-691

Persistent link: https://www.econbiz.de/10015374076

Subjective probability distributions of nonlinear payoffs : Recovering option payoff, agent’s utility, and pricing kernel distributions

Yamazaki, Akira - 2025

Persistent link: https://www.econbiz.de/10015372650

Deep learning of transition probability densities for stochastic asset models with applications in option pricing

Su, Haozhe; Tretyakov, M. V.; Newton, David P. - In: Management science : journal of the Institute for … 71 (2025) 4, pp. 2922-2952

Persistent link: https://www.econbiz.de/10015413694

New bounds for tail risk measures

Carnero, M. Angeles; León, Ángel; Ñíguez, Trino-Manuel - In: Finance research letters 75 (2025), pp. 1-8

Persistent link: https://www.econbiz.de/10015408528

Quantum measurement trees, I : two preliminary examples of induced contextual Boolean algebras

Hammond, Peter J. - 2025 - This version: 2025 February 12th

Persistent link: https://www.econbiz.de/10015198582

Quantum measurement trees, II : quantum observables as ortho-measurable functions and density matrices as ortho-probability measures

Hammond, Peter J. - 2025 - This version: 2025 April 7th

Persistent link: https://www.econbiz.de/10015399633

On survival estimation of Lomax distribution under adaptive progressive type-II censoring

Sharma, Hemani; Kumar, Parmil - In: Statistics in transition : an international journal of … 26 (2025) 1, pp. 51-67

the probability distribution's parameters were calculated using the Newton-Raphson method, while the delta method was …, bias, coverage probability, and expected length-estimated criteria. The results indicate that the Bayesian approach out …

Persistent link: https://www.econbiz.de/10015338333

Ratio bias across cultures and disciplines : how academic background shapes statistical decision-making

Baumeister, Jochen; Streicher, Bernhard; Lermer, Eva - In: Journal of behavioral decision making 38 (2025) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10015372165

Does age matter in inflation uncertainty?

Zhong, Chunping - In: Economics letters 242 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10015079800

Probability distributions for modeling stock market returns : an empirical inquiry

Pokharel, Jayanta K.; Aryal, Gokarna; Khanal, Netra; … - In: International Journal of Financial Studies : open … 12 (2024) 2, pp. 1-27

Investing in stocks and shares is a common strategy to pursue potential gains while considering future financial needs, such as retirement and children's education. Effectively managing investment risk requires thoroughly analyzing stock market returns and making informed predictions....

Persistent link: https://www.econbiz.de/10014636305